+83.7%
JNJ vs JBHT
+58.3%
+25.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -1.4% |
| 7D | +2.7% | +4.9% | -2.2% | +2.3% |
| 30D | +7.4% | +0.6% | +6.8% | +7.3% |
| 3M | +21.2% | -3.2% | +24.4% | +21.4% |
| 6M | +13.4% | +17.0% | -3.5% | +11.7% |
| YTD | +35.1% | +41.7% | -6.5% | +30.8% |
| 1Y | +57.4% | +90.0% | -32.5% | +48.2% |
| 3Y | +86.8% | +47.0% | +39.8% | +78.9% |
| All | +83.7% | +58.3% | +25.4% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling